+1,866.0%
T vs MRK
+3,832.1%
-1,966.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +7.6% | +15.5% | -7.9% | +2.8% |
| 3M | +15.3% | +25.1% | -9.8% | +7.4% |
| 6M | -8.5% | +30.1% | -38.6% | -16.0% |
| YTD | +6.8% | +43.1% | -36.3% | -4.8% |
| 1Y | -7.2% | +82.5% | -89.7% | -23.5% |
| 3Y | +108.2% | +49.3% | +58.9% | +79.2% |
| 5Y | +66.1% | +130.3% | -64.2% | +23.4% |
| 10Y | +65.3% | +234.3% | -169.0% | +8.4% |
| All | +1,866.0% | +3,832.1% | -1,966.1% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling